For Individual Investors in the US

B-BBB CLO ETF Holdings

Full Portfolio Holdings

(As of August 11, 2022)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight %
LCM 31 Ltd|6.30986|01/20/2032, 6.31%, 01/20/32 LCM 50201QAG9 - - 3,000,000 - $2,836,618 3.46
Oaktree CLO 2019-3 Ltd|5.91986|10/20/2034, 5.92%, 10/20/34 OAKCL 67400EAY0 - - 2,500,000 - $2,376,398 2.89
Sixth Street CLO XIX Ltd|5.70986|07/20/2034, 5.71%, 07/20/34 SIXST 83012KAG2 - - 2,500,000 - $2,360,365 2.87
Neuberger Berman Loan Advisers CLO 33 Ltd|5.64029|10/16/2033, 5.64%, 10/16/33 NEUB 64132TAQ6 - - 2,500,000 - $2,344,357 2.85
Highbridge Loan Management 3-2014|6.34029|07/18/2029, 6.34%, 07/18/29 HLM 40436XAJ6 - - 2,500,000 - $2,339,255 2.84
Dryden 50 Senior Loan Fund|7.30429|07/15/2030, 7.30%, 07/15/30 DRSLF 262431AG4 - - 2,400,000 - $2,210,566 2.69
Madison Park Funding XVII Ltd|4.69829|07/21/2030, 4.70%, 07/21/30 MDPK 55818YBJ9 - - 2,000,000 - $1,930,266 2.34
CIFC Funding 2017-V Ltd|5.59029|11/16/2030, 5.59%, 11/16/30 CIFC 12551MAG4 - - 2,000,000 - $1,913,344 2.32
TICP CLO VIII Ltd|6.10986|10/20/2034, 6.11%, 10/20/34 TICP 87248WAS7 - - 2,000,000 - $1,910,213 2.32
Cedar Funding X CLO Ltd|4.26271|10/20/2032, 4.26%, 10/20/32 CEDF 15033XAQ9 - - 2,000,000 - $1,893,171 2.30
CIFC Funding 2014-V Ltd|6.14029|10/17/2031, 6.14%, 10/17/31 CIFC 12550ABB1 - - 2,000,000 - $1,888,616 2.29
THL Credit Wind River 2019-1 CLO Ltd|6.15986|07/20/2034, 6.16%, 07/20/34 WINDR 97316JAJ2 - - 2,000,000 - $1,885,439 2.29
AGL CLO 10 LTD|5.412|04/15/2034, 5.41%, 04/15/34 AGL 00119YAG8 - - 2,000,000 - $1,870,563 2.27
Neuberger Berman Loan Advisers CLO 34 Ltd|5.5773|01/20/2035, 5.58%, 01/20/35 NEUB 64132YAW2 - - 2,000,000 - $1,870,093 2.27
Regatta XV Funding Ltd|6.083|10/25/2031, 6.08%, 10/25/31 REG15 75888RAJ8 - - 2,000,000 - $1,869,261 2.27
Atrium XV|8.633|01/23/2031, 8.63%, 01/23/31 ATRM 04965EAA2 - - 2,000,000 - $1,854,909 2.25
Venture 44 CLO Ltd|5.93986|10/20/2034, 5.94%, 10/20/34 VENTR 92332KAN1 - - 2,000,000 - $1,831,700 2.23
LCM 36 Ltd|5.912|01/15/2034, 5.91%, 01/15/34 LCM 50190LAJ7 - - 2,000,000 - $1,819,728 2.21
Sandstone Peak Ltd|6.062|10/15/2034, 6.06%, 10/15/34 SAND 800130AJ5 - - 2,000,000 - $1,797,508 2.18
TCW CLO 2020-1 Ltd|4.46271|04/20/2034, 4.46%, 04/20/34 TCW 87190CBE9 - - 1,500,000 - $1,433,325 1.74
Boyce Park Clo Ltd|3.64786|04/21/2035, 3.65%, 04/21/35 BOYCE 103228AL6 - - 1,500,000 - $1,419,783 1.72
Dryden 37 Senior Loan Fund|5.012|01/15/2031, 5.01%, 01/15/31 DRSLF 26249MAU1 - - 1,500,000 - $1,393,653 1.69
BlueMountain CLO XXX Ltd|5.78082|04/15/2035, 5.78%, 04/15/35 BLUEM 09630QAS0 - - 1,500,000 - $1,386,595 1.68
CIFC Funding 2015-III Ltd|5.23757|04/19/2029, 5.24%, 04/19/29 CIFC 12550MAQ3 - - 1,500,000 - $1,385,802 1.68
CBAM 2021-14 Ltd|4.16271|04/20/2034, 4.16%, 04/20/34 CBAM 12511GAG6 - - 1,400,000 - $1,283,027 1.56
Madison Park Funding XXVI Ltd|4.23886|07/29/2030, 4.24%, 07/29/30 MDPK 55819YAG5 - - 1,250,000 - $1,196,662 1.45
BlueMountain CLO XXVI Ltd|5.43271|10/20/2034, 5.43%, 10/20/34 BLUEM 09630GAW3 - - 1,250,000 - $1,195,277 1.45
GoldenTree Loan Opportunities IX Ltd|4.23886|10/29/2029, 4.24%, 10/29/29 GOLD9 38123HAW4 - - 1,250,000 - $1,194,858 1.45
KKR CLO 27 LTD|5.57787|10/15/2032, 5.58%, 10/15/32 KKR 48253YBJ6 - - 1,250,000 - $1,176,846 1.43
Ares XLI Clo Ltd|4.04429|04/15/2034, 4.04%, 04/15/34 ARES 04016DAY1 - - 1,250,000 - $1,173,152 1.43
BlueMountain CLO XXXI Ltd|5.73757|04/19/2034, 5.74%, 04/19/34 BLUEM 09631BAJ2 - - 1,250,000 - $1,168,998 1.42
Park Avenue Institutional Advisers CLO Ltd 2019-2|6.012|10/15/2034, 6.01%, 10/15/34 PAIA 70018AAQ3 - - 1,250,000 - $1,157,898 1.41
Venture 31 CLO Ltd|5.52986|04/20/2031, 5.53%, 04/20/31 VENTR 92331VAJ7 - - 1,250,000 - $1,143,236 1.39
TCW CLO 2018-1 Ltd|5.693|04/25/2031, 5.69%, 04/25/31 TCW 87240UAE0 - - 1,210,000 - $1,117,451 1.36
TCI-Flatiron Clo 2017-1 Ltd|4.19371|11/18/2030, 4.19%, 11/18/30 TFLAT 87231BAJ2 - - 1,000,000 - $965,938 1.17
Madison Park Funding XXI Ltd|7.662|10/15/2032, 7.66%, 10/15/32 MDPK 55820JBN9 - - 1,000,000 - $962,008 1.17
CIFC Funding 2019-I Ltd|5.80986|04/20/2032, 5.81%, 04/20/32 CIFC 12553DAQ0 - - 1,000,000 - $960,435 1.17
Gilbert Park CLO Ltd|5.462|10/15/2030, 5.46%, 10/15/30 GILBT 375415AG1 - - 1,000,000 - $959,930 1.17
Myers Park CLO Ltd|5.75986|10/20/2030, 5.76%, 10/20/30 MYERS 62848FAL6 - - 1,000,000 - $953,578 1.16
Cedar Funding VI CLO Ltd|6.01986|04/20/2034, 6.02%, 04/20/34 CEDF 15032DAX9 - - 1,000,000 - $947,933 1.15
Dryden 60 CLO Ltd|5.512|07/15/2031, 5.51%, 07/15/31 DRSLF 26251NAE0 - - 1,000,000 - $947,116 1.15
THL Credit Wind River 2018-1 Clo Ltd|3.94429|07/15/2030, 3.94%, 07/15/30 WINDR 88432VAJ3 - - 1,000,000 - $940,303 1.14
Jamestown CLO XI Ltd|5.733|07/14/2031, 5.73%, 07/14/31 JTWN 47049QAG1 - - 1,000,000 - $933,480 1.13
Dryden 80 CLO Ltd|3.94635|01/17/2033, 3.95%, 01/17/33 DRSLF 26245JAW8 - - 1,000,000 - $928,198 1.13
Greywolf CLO V Ltd|5.783|01/27/2031, 5.78%, 01/27/31 GWOLF 39808PAS5 - - 1,000,000 - $927,842 1.13
LCM 29 Ltd|5.912|04/15/2031, 5.91%, 04/15/31 LCM 50201MAW3 - - 1,000,000 - $917,048 1.11
Carlyle Global Market Strategies CLO 2014-5 Ltd|5.662|07/15/2031, 5.66%, 07/15/31 CGMS 14311ABA9 - - 1,000,000 - $913,876 1.11
Octagon Investment Partners XVI Ltd|5.74029|07/17/2030, 5.74%, 07/17/30 OCT16 67590BAY6 - - 1,000,000 - $903,237 1.10
Apidos CLO XXIII|3.99429|04/15/2033, 3.99%, 04/15/33 APID 03765YBA1 - - 950,000 - $893,441 1.09
Magnetite XII Ltd|8.192|10/15/2031, 8.19%, 10/15/31 MAGNE 55953GCG8 - - 980,000 - $874,621 1.06
Elevation CLO 2017-8 Ltd|5.653|10/25/2030, 5.65%, 10/25/30 AWPT 28622VAJ9 - - 853,000 - $770,016 0.94
Dryden 40 Senior Loan Fund|6.25643|08/15/2031, 6.26%, 08/15/31 DRSLF 26244FAG2 - - 800,000 - $722,281 0.88
Race Point VIII CLO Ltd|3.97957|02/20/2030, 3.98%, 02/20/30 RACEP 74982LBE9 - - 750,000 - $719,716 0.87
Sound Point Clo XXI Ltd|4.51371|10/26/2031, 4.51%, 10/26/31 SNDPT 83613HAJ6 - - 800,000 - $705,616 0.86
CIFC Funding 2017-I Ltd|7.44829|04/23/2029, 7.45%, 04/23/29 CIFC 12551BAA1 - - 740,000 - $690,088 0.84
Madison Park Funding XXX LTD|5.012|04/15/2029, 5.01%, 04/15/29 MDPK 55821TAG2 - - 622,900 - $593,257 0.72
CBAM 2019-10 Ltd|9.70986|04/20/2032, 9.71%, 04/20/32 CBAM 12482QAA2 - - 600,000 - $519,290 0.63
Symphony CLO XV Ltd|6.74029|01/17/2032, 6.74%, 01/17/32 SYMP 87154EBA7 - - 500,000 - $478,186 0.58
THL Credit Wind River 2018-3 CLO Ltd|4.01271|01/20/2031, 4.01%, 01/20/31 WINDR 88432UAJ5 - - 500,000 - $468,757 0.57
LCM 30 Ltd|5.70986|04/20/2031, 5.71%, 04/20/31 LCM 50200YAW8 - - 435,000 - $395,803 0.48
BlueMountain CLO 2015-4 Ltd|4.01271|04/20/2030, 4.01%, 04/20/30 BLUEM 09628NAW2 - - 415,000 - $375,127 0.46
Regatta XX Funding Ltd|5.612|10/15/2034, 5.61%, 10/15/34 REG20 75884YAG3 - - 250,000 - $238,780 0.29
AGL CLO 7 Ltd|5.612|07/15/2034, 5.61%, 07/15/34 AGL 008511AS6 - - 250,000 - $235,369 0.29
Octagon 54 Ltd|5.562|07/15/2034, 5.56%, 07/15/34 OCT54 67577FAJ7 - - 250,000 - $234,442 0.28
Whitebox Clo II Ltd|6.133|10/24/2034, 6.13%, 10/24/34 WBOX 96466CAU2 - - 250,000 - $234,319 0.28
Goldentree Loan Opportunities XII Ltd|8.13171|07/21/2030, 8.13%, 07/21/30 GLD12 38137TAD4 - - 250,000 - $224,992 0.27
US DOLLAR USD - - - 2,155,262 - $2,155,262 2.62
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.